Rastin Matin

Quantitative Analyst
Financial Stability 
Field of Interest: Statistical Modeling, Quantitative Finance

Professional Experience
Quantitative Analyst, Systemic Risk - Policy and Analysis, Danmarks Nationalbank, 2018 -

Ph.D., Physics, University of Copenhagen, 2017
M.Sc., Physics, University of Copenhagen, 2013
B.Sc., Physics, University of Copenhagen, 2010

Refereed Publications
'Predicting distresses using deep learning of text segments in annual reports', with Casper Hansen, Christian Hansen and Pia Mølgaard, Expert Systems with Applications, Vol. 132, 2019, pp. 199-208

Working Papers
'Modeling Frailty Correlated Defaults with Multivariate Latent Factors', with Benjamin Christoffersen, Danmarks Nationalbank Working Paper No. 151, 2020

'Seeing Through the Spin: The Effect of News Sentiment on Firms' Stock Market Performance', with Stine Louise Daetz, Anna Kirstine Hvid and Alessandro Martinello, Danmarks Nationalbank Working Paper No. 141, 2019

'Can Machine Learning Models Capture Correlations in Corporate Distresses?' with Benjamin Christoffersen and Pia Mølgaard, Danmarks Nationalbank Working Paper No. 128, 2018